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Financial Markets and Instruments

Financial Markets and Instruments

Code	14995
Year	1
Semester	S1
ECTS Credits	6
Workload	OT(15H)/TP(30H)
Scientific area	Finances
Entry requirements	not applicable
Learning outcomes	In a context in which firm and States are increasingly subject to the phenomenon of globalization, this curricular unit (U.C.) seeks to develop skills related: i) The organization and functioning of capital markets; ii) Methods for assessing and analyzing profitability and risk; iii) Methods of valuation of investments (bonds and equities); v) Build capacity for analysis and make decisions in managing assets in the field of portfolio management (e.g., management portfolios of stocks and/or bonds).
Syllabus	- Introduction - Financial Markets - Delineating efficient portfolios – Techniques for calculating the Efficient Frontier - Selecting the optimum portfolio - Models of Standard Capital Asset Pricing Model – (CAPM) - The Arbitrage Pricing Model (APT) - Efficient Theory of Markets - Interest rate and the pricing of bonds - The valuation of shares (stocks)
Main Bibliography	Bodie, Z., Marcus, Kane, Alex; Marcus (2009). Essentials of Investments. McGraw-Hill/Irwin. 9th Edition. Caiado, Aníbal C. e Caiado, Jorge (2010). Gestão de Instituições Financeiras. Edições Sílabo, 2.ª Edição. Elton, Edwin J; Gruber, Martin J. Brown, Stephen J. e Goetzmann, William N. (2009). Modern Portfolio Theory and Investment Analysis. John &Wiley Sons, 8th Edition. PINHO, C. e SOARES, I. (2008). Finanças Mercados e Instrumentos. Edições Sílabo, 2.ª Edição.
Language	Portuguese. Tutorial support is available in English.